Summary
STOXX single and multi-factor indices aim to harvest the risk premia of several academically validated style factors – Value, Momentum, Quality, Size and Low Risk. At the same time the rules ensure tradability and diversification as well as limit untargeted systematic exposures.
STOXX uses Axioma's risk model and optimizer to construct the factor indices. The STOXX single and multi-factor indices are based on the respective STOXX country or regional benchmark indices.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SAP1LRP
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0512260453
Last Value
176.76
-1.13 (-0.64%)
As of
CETWeek to Week Change
-1.06%
52 Week Change
2.06%
Year to Date Change
-2.19%
Daily Low
176.24
Daily High
177.87
52 Week Low
160.35 — 5 Aug 2024
52 Week High
184.69 — 3 Dec 2024
Top 10 Components
Commonwealth Bank of Australia | AU |
CSL Ltd. | AU |
Japan Tobacco Inc. | JP |
Macquarie Group Ltd. | AU |
Oversea-Chinese Banking Corp. | SG |
Daiwa House Industry Co. Ltd. | JP |
Secom Co. Ltd. | JP |
SOFTBANK | JP |
United Overseas Bank Ltd. | SG |
ANA HOLDINGS | JP |
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Low
High
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